Are you using oil-free moisturizer? Or maybe it's your sunblock? I recommend a clay mask! I used to use it all the time when I was younger and my skin was oilier. Also, I agree with @makeupinspiration as you probably need to blot or use a product such as a loose powder or mineral veil to absorb the oil throughout the day.

Have you tried some sort of oil-absorbing wipes for your face? My niece uses these (she buys them at the drugstore) and swears by them. Also, they don't smudge your makeup, just rid your face of excess shine/oil. Good luck :)